Saving multiple figs from loop to one pdf

Question

I have a for loop for plotting a set of figures and I would like to have ONE pdf as an outcome with all these figures. I am using plt.show() but I am not sure where to put the fig.savefig('file_name.pdf') or how to do it in different way. Right now it just gives me the last figure.

My code:

  dpi = 100
  margin = 0.05
  xpixels, ypixels = 300, 600

for i in range(1,17):

  chr = pd.read_csv("chr"+str(i)+".txt", sep="\s+", header=None)

  print(chr.shape)

  figsize = (1 + margin) * ypixels / dpi, (1 + margin) * xpixels / dpi
  fig = plt.figure(figsize = figsize, dpi = dpi)

  ax = fig.add_axes([margin, margin, 1 - 2*margin, 1 - 2*margin])
  plt.ylabel("individuals")
  plt.title("Chromosome "+ str(i))

  ax.imshow(chr.values, interpolation='nearest', aspect = 4, cmap = plt.get_cmap('winter'))
  plt.show()

  fig.savefig('file_name.pdf')

Thank you for any ideas. :)